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Performance measurement of crypto funds
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Performance measurement of crypto funds (2023)Performance measurement of crypto fundsCommon Risk Factors in Cryptocurrency (2022)Common Risk Factors in Crypto…On the Performance of Cryptocurrency Funds (2020)On the Performance of Cryptoc…Institutional investors and post-ICO performance: an empirical analysis of investor returns in initial coin offerings (ICOs) (2020)Institutional investors and p…Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds (2019)Challenging the Conventional …Portfolio Management with Cryptocurrencies: The Role of Estimation Risk (2018)Portfolio Management with Cry…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinDoes the Measure Matter in the Mutual Fund Industry? (2008)Does the Measure Matter in th…Does the choice of performance measure influence the evaluation of hedge funds? (2007)Does the choice of performanc…Risks and Portfolio Decisions Involving Hedge Funds (2003)Risks and Portfolio Decisions…Risk-Adjusted Performance of Funds of Hedge Funds Using a Modified Sharpe Ratio (2003)Risk-Adjusted Performance of …Mean-Modified Value-at-Risk Optimization with Hedge Funds (2002)Mean-Modified Value-at-Risk O…The Dutch Triangle (1999)The Dutch TriangleMeasuring Fund Strategy and Performance in Changing Economic Conditions (1996)Measuring Fund Strategy and P…Downside risk (1991)Downside riskHow to Use Security Analysis to Improve Portfolio Selection (1973)How to Use Security Analysis …Mutual Fund Performance (1966)Mutual Fund PerformanceTHE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Coherent Measures of Risk (1999)Portfolio Performance Evaluation with Generalized Sharpe Ratios: Beyond the Mean and Variance (2008)Do socially (ir)responsible investments pay? New evidence from international ESG data (2015)The profitability of pairs trading strategies: distance, cointegration and copula methods (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)International evidence on ethical mutual fund performance and investment style (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Portfolio Selection (1952)Conditional value-at-risk for general loss distributions (2002)The performance of hedge funds and mutual funds in emerging markets (2010)The Performance of Hedge Funds: Risk, Return, and Incentives (1999)Different Approaches to Risk Estimation in Portfolio Theory (2004)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Hedge Fund Benchmarks: A Risk-Based Approach (2004)Role of Managerial Incentives and Discretion in Hedge Fund Performance (2009)The financial analysts journal (1960)The journal of financial economics (1993)Learning to trade via direct reinforcement (2001)Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement (2020)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Risks and Returns of Cryptocurrency (2018)Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Equilibrium Bitcoin Pricing (2023)On Estimating the Expected Return on the Market: An Exploratory Investigation (1980)Performance measurement with the arbitrage pricing theory (1986)The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)Efficient Capital Markets: II (1991)
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References

  • 1966Mutual Fund Performance3,932 cited
  • 1996Measuring Fund Strategy and Performance in Changing Economic Conditions1,759 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
  • 1973How to Use Security Analysis to Improve Portfolio Selection822 cited
  • 2022Common Risk Factors in Cryptocurrency623 cited
  • 1991Downside risk604 cited
  • 2007Does the choice of performance measure influence the evaluation of hedge funds?424 cited
  • 2002Mean-Modified Value-at-Risk Optimization with Hedge Funds378 cited
  • 2003Risk-Adjusted Performance of Funds of Hedge Funds Using a Modified Sharpe Ratio201 cited
  • 1999The Dutch Triangle199 cited
  • 2020Institutional investors and post-ICO performance: an empirical analysis of investor returns in initial coin offerings (ICOs)181 cited
  • 2008Does the Measure Matter in the Mutual Fund Industry?155 cited
  • 2018Portfolio Management with Cryptocurrencies: The Role of Estimation Risk144 cited
  • 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds92 cited

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  • 2020On the Performance of Cryptocurrency Funds63 cited
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